If we first rearrange the sum in the following way:
$$ \sum_{k=2001}^m a_k\sin(k x) = a_m \sum_{k=2001}^{m}\sin(k x)+(a_{m-1}-a_m)\sum_{k=2001}^{m-1}\sin(k x)+\ldots+(a_{2002}-a_{2003})\sum_{k=2001}^{2002}\sin(k x)+(a_{2001}-a_{2002})\sin(2001x),$$
then compute:
$$ \sum_{k=2001}^m \sin(kx) = \frac{\cos\left(\frac{4001x}{2}\right)-\cos\left(\frac{(2m+1)x}{2}\right)}{2\sin(x/2)},$$
we have:
$$ \sum_{k=2001}^m a_k\sin(k x) = a_{2001}\cdot\frac{\cos\left(\frac{4001x}{2}\right)-1}{2\sin(x/2)}+a_m\cdot \frac{1-\cos\left(\frac{(2m+1)x}{2}\right)}{2\sin(x/2)}+\sum_{k=2001}^{m-1}(a_k-a_{k+1})\frac{1-\cos\left(\frac{(2k+1)x}{2}\right)}{2\sin(x/2)}.$$
Now, since the function $\frac{1-\cos\left(\frac{Nx}{2}\right)}{2\sin(x/2)}$
is non-negative and bounded by $\frac{N}{I_0(1)}<\frac{4N}{5}$, we have:
$$ \sum_{k=2001}^m a_k\sin(k x) \leq 2m a_m+\sum_{k=2001}^{m-1}2k(a_k-a_{k+1})\leq 2+2\left(\sum_{k=2001}^{m-1}k a_k-\sum_{k=2001}^{m-1}k a_{k+1}\right),$$
from which:
$$\left|\sum_{k=2001}^m a_k\sin(k x)\right| \leq 2+2\log\left(\frac{m}{2001}\right)$$
follows. This is clearly not the theorem's claim, since it depends on $m$.
Anyway I hope that my argument can be refined in order to remove that dependence.
A refined inequality is:
$$ 0\leq \frac{1-\cos\left(\frac{2n+1}{2}x\right)}{2\sin(\frac{1}{2}x)}\leq\min\left(\frac{(2n+1)^2}{8}x,\frac{1}{\sin(x/2)}\right).$$
By symmetry, we only need to prove the inequality for $x\in[0,\pi]$.
If $x=\frac{4}{2h+1}$ with $h\geq m$, then:
$$\sum_{k=2001}^{m-1}(a_k-a_{k+1})\frac{1-\cos\left(\frac{(2k+1)x}{2}\right)}{2\sin(x/2)}\leq \frac{4}{2h+1}\sum_{k=2001}^{m-1}(a_k-a_{k+1})\frac{(2k+1)^2}{8}\leq \frac{2(m-k)}{2h+1}\leq 1.$$
If $x=\frac{4}{2h+1}$ with $h\in(2001,m-1]$, then:
$$\sum_{k=2001}^{m-1}(a_k-a_{k+1})\frac{1-\cos\left(\frac{(2k+1)x}{2}\right)}{2\sin(x/2)}\leq 1+\frac{a_h-a_m}{2\sin(x/2)}\leq 1+\frac{1}{2h\sin\left(\frac{2}{2h+1}\right)}\leq 2,$$
so the inequality is true in the range $x\in\left[0,\frac{4}{2m+1}\right]$ and we can assume that $x$ is big enough, i.e. $x\geq\frac{4}{4003}$. This gives:
$$\sum_{k=2001}^{m-1}(a_k-a_{k+1})\frac{1-\cos\left(\frac{(2k+1)x}{2}\right)}{2\sin(x/2)}\leq\frac{a_{2001}}{2\sin\left(\frac{2}{2003}\right)}\leq\frac{1}{2002 \sin\left(\frac{2}{2003}\right)}\leq 1.$$
Putting all together, we have:
$$ \left|\sum_{k=2001}^m a_k \sin(kx)\right|<4+\frac{1}{2001}<1+\pi.$$